-7.3%
F vs KMX
+56.1%
-63.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.3% |
| 7D | -3.9% | 0.0% | -3.8% | -3.9% |
| 30D | -0.5% | +3.5% | -3.9% | -1.2% |
| 3M | -12.9% | -10.4% | -2.5% | -10.9% |
| 6M | +1.5% | +37.6% | -36.1% | -4.0% |
| YTD | -5.0% | +36.1% | -41.1% | -15.0% |
| 1Y | -7.3% | +52.8% | -60.1% | -22.2% |
| All | -7.3% | +56.1% | -63.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling